+3,752.9%
EW vs VALE
+2,275.1%
+1,477.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | +1.0% | +5.1% | -4.1% | +0.3% |
| 3M | +2.8% | -0.4% | +3.2% | +2.7% |
| 6M | +5.5% | -2.2% | +7.7% | +5.4% |
| YTD | +5.5% | +20.5% | -15.1% | +2.1% |
| 1Y | +11.0% | +61.2% | -50.1% | +3.1% |
| 3Y | +17.7% | +43.1% | -25.4% | +9.8% |
| 5Y | -25.7% | +34.0% | -59.7% | -31.4% |
| 10Y | +132.8% | +469.7% | -336.9% | +67.2% |
| All | +3,752.9% | +2,275.1% | +1,477.8% | +1,910.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling